GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 44,721
COMMITMENTS
1,189 570 582 42,400 43,541 44,171 44,693 550 28
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 3,044)
568 -19 -468 2,944 3,541 3,044 3,054 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 1.3 1.3 94.8 97.4 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
1 4 1 36 44 37 49
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,434
COMMITMENTS
0 0 0 12,174 12,321 12,174 12,321 260 113
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -336)
0 0 0 -336 -369 -336 -369 0 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.9 99.1 97.9 99.1 2.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 0 0 23 29 23 29
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 15,826
COMMITMENTS
171 296 782 13,690 13,722 14,643 14,800 1,183 1,026
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 687)
-46 -20 30 648 788 632 798 55 -111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 1.9 4.9 86.5 86.7 92.5 93.5 7.5 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 2 4 40 44 44 50
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,293
COMMITMENTS
663 70 203 5,758 6,369 6,624 6,642 669 651
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 462)
82 0 102 299 365 483 467 -21 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 1.0 2.8 79.0 87.3 90.8 91.1 9.2 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 2 5 44 51 50 57
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,951
COMMITMENTS
0 145 0 6,466 6,073 6,466 6,218 485 733
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 295)
0 0 0 280 270 280 270 15 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 0.0 93.0 87.4 93.0 89.5 7.0 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 19 20 19 21
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,094
COMMITMENTS
0 668 370 4,908 4,801 5,278 5,839 816 255
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 140)
0 -25 92 214 128 306 195 -166 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.0 6.1 80.5 78.8 86.6 95.8 13.4 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 3 1 20 24 21 27
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,305
COMMITMENTS
20 94 74 1,903 1,637 1,997 1,805 308 500
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 100)
20 46 14 129 280 163 340 -63 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 4.1 3.2 82.6 71.0 86.6 78.3 13.4 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 2 20 17 22 20
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,796
COMMITMENTS
143 0 57 2,049 2,187 2,249 2,244 547 552
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 112)
-27 0 45 86 50 104 95 8 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.0 2.0 73.3 78.2 80.4 80.3 19.6 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 24 24 26 25
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 11,581
COMMITMENTS
0 0 0 11,512 11,551 11,512 11,551 69 30
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 1,120)
0 0 0 1,120 1,122 1,120 1,122 0 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.4 99.7 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 22 17 22 17
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,560
COMMITMENTS
0 377 150 7,983 8,002 8,133 8,529 427 31
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 1,009)
0 -81 0 1,006 1,090 1,006 1,009 3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.4 1.8 93.3 93.5 95.0 99.6 5.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 17 18 18 20
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,191
COMMITMENTS
0 1,835 75 21,016 19,281 21,091 21,191 100 0
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 1,359)
0 575 -388 1,747 1,172 1,359 1,359 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.7 0.4 99.2 91.0 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 1 28 25 29 26
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 344,974
COMMITMENTS
46,977 32,812 61,807 189,078 223,825 297,863 318,445 47,112 26,529
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -22,957)
5,682 6,271 -18,745 -10,228 -8,793 -23,290 -21,267 334 -1,690
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 9.5 17.9 54.8 64.9 86.3 92.3 13.7 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
45 24 40 74 74 143 119
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 14,281
COMMITMENTS
134 4,855 279 13,746 9,063 14,159 14,197 122 84
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 2,174)
0 1,916 50 2,124 232 2,174 2,198 0 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 34.0 2.0 96.3 63.5 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
1 6 4 41 39 45 48
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,610
COMMITMENTS
570 1,500 200 16,840 15,880 17,610 17,580 0 30
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 650)
0 0 0 650 650 650 650 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 8.5 1.1 95.6 90.2 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 1 1 23 28 26 30
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,280
COMMITMENTS
975 605 1,575 11,730 12,100 14,280 14,280 0 0
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 4.2 11.0 82.1 84.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 2 12 14 15 16
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 3,358
COMMITMENTS
420 824 85 2,381 2,051 2,886 2,960 472 398
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 3)
0 0 0 0 3 0 3 3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 24.5 2.5 70.9 61.1 85.9 88.1 14.1 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 3 3 10 11 14 15
GULF COAST ULSD SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A05
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,473
COMMITMENTS
525 150 0 13,673 15,021 14,198 15,171 1,275 302
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 954)
0 0 0 930 954 930 954 24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 1.0 0.0 88.4 97.1 91.8 98.0 8.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 0 22 17 24 18
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,113,719
COMMITMENTS
258,209 339,372 379,214 399,660 352,391 1037083 1070977 76,636 42,742
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -11,106)
15,528 27,917 -28,141 1,622 -10,772 -10,991 -10,996 -115 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 30.5 34.0 35.9 31.6 93.1 96.2 6.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
115 113 162 71 65 277 261
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 28,336
COMMITMENTS
297 3,660 898 24,209 17,924 25,404 22,482 2,932 5,854
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 12.9 3.2 85.4 63.3 89.7 79.3 10.3 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 1 11 13 12 16
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,833,025
COMMITMENTS
100,623 79,483 653,504 1075238 1097741 1829365 1830728 3,660 2,296
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -160,935)
647 -12,668 -99,559 -61,738 -48,595 -160,649 -160,822 -286 -113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 4.3 35.7 58.7 59.9 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
41 41 62 63 64 136 135
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 103,908
COMMITMENTS
15,674 50,748 20,377 63,855 30,092 99,906 101,217 4,002 2,691
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 1,746)
199 1,794 -1,475 2,479 1,375 1,204 1,694 542 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 48.8 19.6 61.5 29.0 96.1 97.4 3.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
8 11 15 20 20 37 37
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 71,129
COMMITMENTS
19,102 17,193 36,435 15,218 16,979 70,756 70,606 372 522
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -2,075)
340 -273 -1,372 -1,042 -392 -2,074 -2,037 -1 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 24.2 51.2 21.4 23.9 99.5 99.3 0.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
9 13 16 15 21 32 42
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 57,647
COMMITMENTS
0 357 2,182 50,829 46,858 53,011 49,397 4,636 8,250
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 524)
0 -36 60 720 744 780 768 -256 -244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 3.8 88.2 81.3 92.0 85.7 8.0 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 16 18 17 19
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,682,375
COMMITMENTS
502,868 111,451 752,708 1397142 1796696 2652718 2660855 29,657 21,520
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 2,440)
24,494 25,030 -28,631 5,445 7,087 1,308 3,486 1,132 -1,046
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 4.2 28.1 52.1 67.0 98.9 99.2 1.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
35 18 43 99 84 150 130
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,313,708
COMMITMENTS
211,534 102,461 343,744 754,186 865,218 1309464 1311423 4,244 2,285
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 19,047)
19,546 -6,643 -1,887 -93 27,100 17,566 18,570 1,481 477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 7.8 26.2 57.4 65.9 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
26 18 32 42 39 84 73
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,080
COMMITMENTS
1,005 165 60 5,250 6,120 6,315 6,345 765 735
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -4)
-15 45 -15 26 226 -4 256 -0 -260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 2.3 0.8 74.2 86.4 89.2 89.6 10.8 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 1 13 15 16 16
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 14,375
COMMITMENTS
4,798 7,373 3,472 5,395 2,821 13,665 13,666 710 709
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 479)
70 525 -354 1,313 316 1,029 487 -550 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 51.3 24.2 37.5 19.6 95.1 95.1 4.9 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 16 17 7 6 25 26
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,360
COMMITMENTS
2,990 2,235 1,440 1,555 2,215 5,985 5,890 375 470
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 235)
110 115 70 105 110 285 295 -50 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.0 35.1 22.6 24.4 34.8 94.1 92.6 5.9 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 11 13 5 5 19 20
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 24,386
COMMITMENTS
1,462 2,357 325 22,193 21,189 23,980 23,871 406 515
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 322)
34 -141 -10 282 439 306 288 17 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 9.7 1.3 91.0 86.9 98.3 97.9 1.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
5 5 5 35 44 44 50
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,842
COMMITMENTS
181 0 126 1,681 2,024 1,988 2,150 854 692
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 110)
73 0 20 40 149 133 169 -23 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.0 4.4 59.1 71.2 69.9 75.7 30.1 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 18 20 19 21
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,900
COMMITMENTS
72 308 126 1,103 1,005 1,301 1,439 599 461
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 163)
4 105 86 25 -48 115 143 48 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 16.2 6.6 58.1 52.9 68.5 75.7 31.5 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 2 23 21 25 24
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 168,989
COMMITMENTS
7,329 79 23,949 135,932 143,366 167,210 167,393 1,779 1,596
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 2,708)
938 7 76 1,572 2,587 2,585 2,670 123 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.0 14.2 80.4 84.8 98.9 99.1 1.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 1 4 36 33 42 37
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 28,533
COMMITMENTS
3,395 672 3,325 20,499 23,962 27,220 27,960 1,313 573
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 1,553)
790 54 62 631 1,365 1,482 1,481 71 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 2.4 11.7 71.8 84.0 95.4 98.0 4.6 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 3 20 17 23 20
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 8,611
COMMITMENTS
264 1,300 36 6,688 5,906 6,988 7,242 1,623 1,369
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 94)
0 120 0 94 -26 94 94 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 15.1 0.4 77.7 68.6 81.2 84.1 18.8 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 2 16 15 18 18
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,472
COMMITMENTS
3,608 242 815 8,238 12,148 12,661 13,205 811 267
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 222)
30 -1 120 24 102 174 222 48 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 1.8 6.1 61.1 90.2 94.0 98.0 6.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 2 18 21 21 23
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 23,016
COMMITMENTS
432 1,880 658 19,630 19,578 20,720 22,116 2,296 900
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -48)
-120 0 120 -72 -168 -72 -48 24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 8.2 2.9 85.3 85.1 90.0 96.1 10.0 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 3 27 25 30 28
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 8,999
COMMITMENTS
1,314 0 116 6,079 7,284 7,509 7,400 1,490 1,599
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 240)
120 0 0 120 544 240 544 0 -304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 0.0 1.3 67.6 80.9 83.4 82.2 16.6 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 16 17 17 18
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,139
COMMITMENTS
3,230 2,526 154 7,355 8,669 10,739 11,349 1,400 790
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 120)
0 120 0 72 0 72 120 48 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 20.8 1.3 60.6 71.4 88.5 93.5 11.5 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 3 16 16 19 19
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,576
COMMITMENTS
298 2,626 840 10,549 8,822 11,687 12,288 889 288
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -10)
0 38 0 86 -48 86 -10 -96 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 20.9 6.7 83.9 70.1 92.9 97.7 7.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 2 18 16 20 19
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 56,821
COMMITMENTS
0 0 0 56,821 56,821 56,821 56,821 0 0
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 502)
0 0 0 502 502 502 502 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 22 16 22 16
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 935,546
COMMITMENTS
0 0 0 935,546 935,546 935,546 935,546 0 0
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 1,983)
0 0 0 1,983 1,983 1,983 1,983 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 17 17 17 17
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 25,151
COMMITMENTS
0 0 0 25,151 25,151 25,151 25,151 0 0
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 10 13 10
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 93,717
COMMITMENTS
0 0 0 93,462 93,504 93,462 93,504 255 213
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.7 99.8 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 17 28 17 28
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,286,634
COMMITMENTS
1,880 0 0 1284754 1286634 1286634 1286634 0 0
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 99.9 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 0 0 18 24 19 24
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 66,043
COMMITMENTS
3,109 135 9,290 53,644 56,618 66,043 66,043 0 0
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.2 14.1 81.2 85.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 1 2 28 22 32 24
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,289,630
COMMITMENTS
40,309 111,290 17,643 1231678 1160697 1289630 1289630 0 0
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 46,800)
0 0 0 46,800 46,800 46,800 46,800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 8.6 1.4 95.5 90.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 2 1 28 26 32 29
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,460
COMMITMENTS
0 3,934 0 51,354 47,016 51,354 50,950 106 510
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 1,275)
0 0 0 1,275 1,275 1,275 1,275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.6 0.0 99.8 91.4 99.8 99.0 0.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 0 18 14 18 16
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A61
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 23,332
COMMITMENTS
0 5,945 0 23,226 17,387 23,226 23,332 106 0
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 25.5 0.0 99.5 74.5 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 12 13 12 14
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 41,283
COMMITMENTS
1,060 5,630 0 39,671 35,653 40,731 41,283 552 0
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 510)
0 0 0 510 510 510 510 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 13.6 0.0 96.1 86.4 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 0 16 19 17 20
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 29,298
COMMITMENTS
13,309 0 530 15,459 28,768 29,298 29,298 0 0
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 2,550)
1,275 0 0 1,275 2,550 2,550 2,550 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.4 0.0 1.8 52.8 98.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 10 15 12 16
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 16,041
COMMITMENTS
318 1,692 19 14,810 14,118 15,147 15,829 894 212
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 170)
0 510 0 170 -340 170 170 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 10.5 0.1 92.3 88.0 94.4 98.7 5.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 19 16 21 17
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 13,097
COMMITMENTS
170 665 0 12,821 12,177 12,991 12,842 106 255
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 339)
0 -255 0 339 594 339 339 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 5.1 0.0 97.9 93.0 99.2 98.1 0.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 0 16 10 17 12
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 841,900
COMMITMENTS
0 53,177 23,400 818,500 765,323 841,900 841,900 0 0
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.3 2.8 97.2 90.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 1 20 15 21 17
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 978,868
COMMITMENTS
19,770 119,050 7,920 951,178 851,898 978,868 978,868 0 0
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 12.2 0.8 97.2 87.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 15 16 17 17
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 548,181
COMMITMENTS
126,858 0 87,571 333,752 460,610 548,181 548,181 0 0
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 0.0 16.0 60.9 84.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 2 16 14 18 16
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 137,456
COMMITMENTS
0 5,808 0 137,456 131,648 137,456 137,456 0 0
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.2 0.0 100.0 95.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 9 12 9 14
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,623
COMMITMENTS
233 112 246 9,124 9,264 9,603 9,622 20 1
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 318)
-20 61 -25 363 283 318 319 0 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 1.2 2.6 94.8 96.3 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 3 16 19 19 22
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 31,469
COMMITMENTS
2,032 0 0 28,934 31,047 30,966 31,047 503 422
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 834)
-184 0 0 982 804 798 804 36 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.0 0.0 91.9 98.7 98.4 98.7 1.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 0 0 35 35 37 35
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,061
COMMITMENTS
660 0 0 5,231 5,771 5,891 5,771 170 290
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -30)
0 0 0 90 -30 90 -30 -120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 0.0 0.0 86.3 95.2 97.2 95.2 2.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 16 15 17 15
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,553
COMMITMENTS
283 1,275 56 8,969 7,739 9,308 9,070 245 483
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 265)
15 -300 -10 300 650 305 340 -40 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 13.3 0.6 93.9 81.0 97.4 94.9 2.6 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 1 25 21 27 24
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,879
COMMITMENTS
820 0 0 9,759 10,395 10,579 10,395 300 484
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 324)
0 0 0 324 344 324 344 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 0.0 0.0 89.7 95.6 97.2 95.6 2.8 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 21 21 22 21
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 5,686
COMMITMENTS
132 0 0 5,175 5,562 5,307 5,562 379 124
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 100)
0 0 0 111 89 111 89 -11 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 0.0 91.0 97.8 93.3 97.8 6.7 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 16 17 17 17
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,468,937
COMMITMENTS
385,564 86,974 818,630 1187865 1489087 2392058 2394690 76,879 74,247
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 84,098)
14,009 -7,370 24,117 45,909 70,035 84,035 86,782 63 -2,684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 3.5 33.2 48.1 60.3 96.9 97.0 3.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 394)
169 100 206 97 104 357 332
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 204,988
COMMITMENTS
74,569 21,813 39,225 89,914 141,304 203,708 202,342 1,280 2,647
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -3,722)
2,388 -2,649 -3,575 -1,321 2,495 -2,507 -3,729 -1,215 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.4 10.6 19.1 43.9 68.9 99.4 98.7 0.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 7 12 23 23 35 37
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 190,277
COMMITMENTS
58,717 19,688 1,364 89,922 119,446 150,003 140,498 40,274 49,779
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 3,109)
4,778 735 409 1,503 -72 6,690 1,072 -3,581 2,037
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 10.3 0.7 47.3 62.8 78.8 73.8 21.2 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
7 5 5 18 20 27 28
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 70,111
COMMITMENTS
10,051 1,092 16,751 40,649 50,105 67,452 67,948 2,659 2,163
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -650)
-186 113 -68 -518 -711 -773 -666 123 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 1.6 23.9 58.0 71.5 96.2 96.9 3.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
15 7 17 22 24 43 42
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 381,575
COMMITMENTS
33,655 2,351 76,081 265,362 291,004 375,098 369,436 6,477 12,139
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 7,357)
2,234 -686 1,018 3,861 6,747 7,113 7,079 245 279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 0.6 19.9 69.5 76.3 98.3 96.8 1.7 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
13 2 15 32 31 47 46
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,564
COMMITMENTS
1,726 1,340 200 17,506 17,909 19,432 19,449 132 115
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 2,861)
840 0 0 1,971 2,861 2,811 2,861 50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 6.8 1.0 89.5 91.5 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 4 2 24 26 29 31
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 93,334
COMMITMENTS
6,186 10,714 6,688 77,106 70,657 89,980 88,059 3,354 5,275
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 1,502)
394 0 508 162 180 1,064 688 438 814
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 11.5 7.2 82.6 75.7 96.4 94.3 3.6 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 6 8 21 19 31 29
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 46,381
COMMITMENTS
4,995 2,148 6,485 32,930 35,718 44,410 44,351 1,971 2,030
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 1,841)
1,464 -100 978 -373 1,066 2,069 1,944 -228 -103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 4.6 14.0 71.0 77.0 95.8 95.6 4.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 3 5 16 16 23 23
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,358
COMMITMENTS
450 417 0 2,863 2,875 3,313 3,292 45 66
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 249)
0 258 0 249 -21 249 237 0 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 12.4 0.0 85.3 85.6 98.7 98.0 1.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 0 12 11 14 13
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,157
COMMITMENTS
3,451 7,121 10,464 14,723 10,998 28,638 28,583 4,519 4,574
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 722)
-221 97 688 238 11 705 796 17 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 21.5 31.6 44.4 33.2 86.4 86.2 13.6 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
10 9 13 12 11 27 28
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,403
COMMITMENTS
4,055 664 728 5,039 8,487 9,821 9,879 582 525
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -382)
-87 -106 11 -258 -205 -334 -300 -48 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.0 6.4 7.0 48.4 81.6 94.4 95.0 5.6 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
12 8 11 14 13 30 28
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 117,945
COMMITMENTS
4,825 410 11,773 93,358 97,708 109,956 109,892 7,990 8,053
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 2,787)
424 49 -135 2,389 2,745 2,677 2,659 109 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.3 10.0 79.2 82.8 93.2 93.2 6.8 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 2 7 23 23 30 30
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 25,112
COMMITMENTS
14,060 5,524 1,222 8,103 17,366 23,385 24,113 1,727 999
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -1,602)
-689 -2,165 191 -819 1,269 -1,317 -704 -285 -898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.0 22.0 4.9 32.3 69.2 93.1 96.0 6.9 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
57 29 15 28 40 94 80
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 58,013
COMMITMENTS
40,868 11,220 1,828 8,711 42,388 51,407 55,435 6,606 2,578
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 429)
197 -3,395 50 -82 4,148 165 803 264 -374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.4 19.3 3.2 15.0 73.1 88.6 95.6 11.4 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
100 33 21 35 43 143 93
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 292,664
COMMITMENTS
105,054 34,235 41,591 119,963 203,194 266,608 279,020 26,056 13,645
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -23,198)
4,999 5,125 -10,063 -17,410 -18,727 -22,474 -23,666 -724 468
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.9 11.7 14.2 41.0 69.4 91.1 95.3 8.9 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
81 21 52 73 81 175 138
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 18,195
COMMITMENTS
8,531 0 83 5,476 13,286 14,090 13,369 4,105 4,826
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 1,519)
785 0 -10 674 971 1,449 961 70 558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.9 0.0 0.5 30.1 73.0 77.4 73.5 22.6 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 0 2 9 19 15 21
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,635
COMMITMENTS
5,420 1,200 3,550 14,332 16,605 23,302 21,355 1,333 3,280
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 4.9 14.4 58.2 67.4 94.6 86.7 5.4 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 12 16 14 18
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,695
COMMITMENTS
62 4,543 313 12,200 7,698 12,575 12,554 120 141
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 2,497)
0 1,172 0 2,497 1,325 2,497 2,497 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 35.8 2.5 96.1 60.6 99.1 98.9 0.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 4 3 36 30 39 36
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 43,315
COMMITMENTS
1,818 0 0 41,144 43,232 42,962 43,232 353 83
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -707)
-200 0 0 -602 -707 -802 -707 95 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.0 0.0 95.0 99.8 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 0 0 38 32 42 32
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 31,499
COMMITMENTS
590 0 0 30,759 31,499 31,349 31,499 150 0
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.0 97.7 100.0 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 0 23 19 25 19
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,430
COMMITMENTS
450 6,360 150 13,650 7,820 14,250 14,330 180 100
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 50 100 50 0 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 44.1 1.0 94.6 54.2 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 3 1 27 20 29 24
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 46,494
COMMITMENTS
2,543 6,073 6,417 37,372 33,804 46,332 46,294 162 200
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 1,018)
5 -376 459 497 878 961 961 57 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 13.1 13.8 80.4 72.7 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
6 6 6 45 45 55 54
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,038
COMMITMENTS
96 4,436 121 8,522 4,460 8,739 9,017 299 21
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 0)
-100 -250 100 0 150 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 49.1 1.3 94.3 49.3 96.7 99.8 3.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 2 21 14 24 17
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,683
COMMITMENTS
1,788 2,973 567 11,151 9,834 13,506 13,374 177 309
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 1,419)
-125 797 76 1,414 546 1,365 1,419 54 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 21.7 4.1 81.5 71.9 98.7 97.7 1.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 2 3 27 26 33 30
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,429
COMMITMENTS
10,395 1,481 295 14,825 23,931 25,515 25,707 914 722
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -34)
150 -396 0 -181 147 -31 -249 -3 215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.3 5.6 1.1 56.1 90.5 96.5 97.3 3.5 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
6 5 4 27 32 35 40
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,499
COMMITMENTS
2,710 286 3,775 15,798 18,413 22,283 22,474 216 25
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 150)
0 0 0 150 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 1.3 16.8 70.2 81.8 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 5 13 13 18 18
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,955
COMMITMENTS
3,421 1,499 243 20,534 21,603 24,198 23,345 1,757 2,610
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 2,175)
1,761 -101 -24 926 2,098 2,663 1,973 -488 202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 5.8 0.9 79.1 83.2 93.2 89.9 6.8 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 3 2 18 24 22 27
Updated August 31, 2012